JP Morgan Put 75 SYY 15.11.2024
/ DE000JK4L8F9
JP Morgan Put 75 SYY 15.11.2024/ DE000JK4L8F9 /
| 10/18/2024 8:59:42 AM |
Chg.+0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
75.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4L8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.05 |
| Time value: |
0.17 |
| Break-even: |
67.35 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-18.16 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.290 |
0.130 |
| 6M High / 6M Low: |
0.610 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.41% |
| Volatility 6M: |
|
224.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
